Symbol | GBPNZD (Great Britan Pound vs New Zealand) | ||||
Period | 4 Hours (H4) 2024.05.01 00:00 - 2025.04.30 20:00 (2024.05.01 - 2025.05.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=10; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=1; DayOfWeek_Sunday=1; O2Help="===================================="; LevelSensitivity=3; MinTopupStopLoss=15; CFDTickScaling=0; MagicNumber=170116; MagicNumberTopupShift=1; | ||||
Bars in test | 2606 | Ticks modelled | 79563 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | 60 | ||
Total net profit | 874.92 | Gross profit | 916.10 | Gross loss | -41.18 |
Profit factor | 22.25 | Expected payoff | 43.75 | ||
Absolute drawdown | 28.56 | Maximal drawdown | 151.80 (10.39%) | Relative drawdown | 10.39% (151.80) |
Total trades | 20 | Short positions (won %) | 12 (75.00%) | Long positions (won %) | 8 (87.50%) |
Profit trades (% of total) | 16 (80.00%) | Loss trades (% of total) | 4 (20.00%) | ||
Largest | profit trade | 88.90 | loss trade | -19.38 | |
Average | profit trade | 57.26 | loss trade | -10.29 | |
Maximum | consecutive wins (profit in money) | 10 (600.83) | consecutive losses (loss in money) | 3 (-21.80) | |
Maximal | consecutive profit (count of wins) | 600.83 (10) | consecutive loss (count of losses) | -21.80 (3) | |
Average | consecutive wins | 5 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.08.05 08:00 | sell | 1 | 0.10 | 2.15875 | 0.00000 | 0.00000 | ||
2 | 2024.08.05 08:00 | modify | 1 | 0.10 | 2.15875 | 2.17375 | 2.14375 | ||
3 | 2024.08.05 09:30 | sell | 2 | 0.10 | 2.15041 | 0.00000 | 0.00000 | ||
4 | 2024.08.05 09:30 | modify | 2 | 0.10 | 2.15041 | 2.15350 | 2.14375 | ||
5 | 2024.08.05 09:30 | sell | 3 | 0.10 | 2.15041 | 0.00000 | 0.00000 | ||
6 | 2024.08.05 09:30 | modify | 3 | 0.10 | 2.15041 | 2.15200 | 2.14375 | ||
7 | 2024.08.05 09:30 | modify | 1 | 0.10 | 2.15875 | 2.15200 | 2.14375 | ||
8 | 2024.08.05 09:35 | modify | 2 | 0.10 | 2.15041 | 2.15200 | 2.14375 | ||
9 | 2024.08.05 13:40 | t/p | 1 | 0.10 | 2.14375 | 2.15200 | 2.14375 | 88.67 | 1088.67 |
10 | 2024.08.05 13:40 | t/p | 2 | 0.10 | 2.14375 | 2.15200 | 2.14375 | 39.37 | 1128.04 |
11 | 2024.08.05 13:40 | t/p | 3 | 0.10 | 2.14375 | 2.15200 | 2.14375 | 39.37 | 1167.41 |
12 | 2024.08.07 00:00 | buy | 4 | 0.10 | 2.12378 | 0.00000 | 0.00000 | ||
13 | 2024.08.07 00:00 | modify | 4 | 0.10 | 2.12378 | 2.10878 | 2.13878 | ||
14 | 2024.08.14 03:33 | t/p | 4 | 0.10 | 2.13878 | 2.10878 | 2.13878 | 88.90 | 1256.31 |
15 | 2024.08.14 04:00 | sell | 5 | 0.10 | 2.13787 | 0.00000 | 0.00000 | ||
16 | 2024.08.14 04:00 | modify | 5 | 0.10 | 2.13787 | 2.15287 | 2.12287 | ||
17 | 2024.08.19 03:50 | sell | 6 | 0.10 | 2.13095 | 0.00000 | 0.00000 | ||
18 | 2024.08.19 03:50 | modify | 6 | 0.10 | 2.13095 | 2.13412 | 2.12287 | ||
19 | 2024.08.19 03:50 | modify | 5 | 0.10 | 2.13787 | 2.13412 | 2.12287 | ||
20 | 2024.08.19 04:30 | sell | 7 | 0.10 | 2.12936 | 0.00000 | 0.00000 | ||
21 | 2024.08.19 04:30 | modify | 7 | 0.10 | 2.12936 | 2.13262 | 2.12287 | ||
22 | 2024.08.19 04:30 | sell | 8 | 0.10 | 2.12936 | 0.00000 | 0.00000 | ||
23 | 2024.08.19 04:30 | modify | 8 | 0.10 | 2.12936 | 2.13112 | 2.12287 | ||
24 | 2024.08.19 04:30 | modify | 6 | 0.10 | 2.13095 | 2.13112 | 2.12287 | ||
25 | 2024.08.19 04:30 | modify | 5 | 0.10 | 2.13787 | 2.13112 | 2.12287 | ||
26 | 2024.08.19 04:35 | modify | 7 | 0.10 | 2.12936 | 2.13112 | 2.12287 | ||
27 | 2024.08.19 05:20 | s/l | 5 | 0.10 | 2.13112 | 2.13112 | 2.12287 | 36.76 | 1293.07 |
28 | 2024.08.19 05:20 | s/l | 6 | 0.10 | 2.13112 | 2.13112 | 2.12287 | -1.00 | 1292.07 |
29 | 2024.08.19 05:20 | s/l | 7 | 0.10 | 2.13112 | 2.13112 | 2.12287 | -10.40 | 1281.67 |
30 | 2024.08.19 05:20 | s/l | 8 | 0.10 | 2.13112 | 2.13112 | 2.12287 | -10.40 | 1271.27 |
31 | 2024.08.29 04:00 | buy | 9 | 0.10 | 2.10080 | 0.00000 | 0.00000 | ||
32 | 2024.08.29 04:00 | modify | 9 | 0.10 | 2.10080 | 2.08580 | 2.11580 | ||
33 | 2024.08.30 07:40 | buy | 10 | 0.10 | 2.10783 | 0.00000 | 0.00000 | ||
34 | 2024.08.30 07:40 | modify | 10 | 0.10 | 2.10783 | 2.10455 | 2.11580 | ||
35 | 2024.08.30 07:40 | modify | 9 | 0.10 | 2.10080 | 2.10455 | 2.11580 | ||
36 | 2024.08.30 08:40 | s/l | 9 | 0.10 | 2.10455 | 2.10455 | 2.11580 | 22.19 | 1293.46 |
37 | 2024.08.30 08:40 | s/l | 10 | 0.10 | 2.10455 | 2.10455 | 2.11580 | -19.38 | 1274.08 |
38 | 2024.12.11 08:00 | sell | 11 | 0.10 | 2.20741 | 0.00000 | 0.00000 | ||
39 | 2024.12.11 08:00 | modify | 11 | 0.10 | 2.20741 | 2.22241 | 2.19241 | ||
40 | 2024.12.12 00:50 | sell | 12 | 0.10 | 2.20043 | 0.00000 | 0.00000 | ||
41 | 2024.12.12 00:50 | modify | 12 | 0.10 | 2.20043 | 2.20366 | 2.19241 | ||
42 | 2024.12.12 00:50 | modify | 11 | 0.10 | 2.20741 | 2.20366 | 2.19241 | ||
43 | 2024.12.12 03:20 | sell | 13 | 0.10 | 2.19900 | 0.00000 | 0.00000 | ||
44 | 2024.12.12 03:20 | modify | 13 | 0.10 | 2.19900 | 2.20216 | 2.19241 | ||
45 | 2024.12.12 03:20 | sell | 14 | 0.10 | 2.19900 | 0.00000 | 0.00000 | ||
46 | 2024.12.12 03:20 | modify | 14 | 0.10 | 2.19900 | 2.20066 | 2.19241 | ||
47 | 2024.12.12 03:20 | modify | 12 | 0.10 | 2.20043 | 2.20066 | 2.19241 | ||
48 | 2024.12.12 03:20 | modify | 11 | 0.10 | 2.20741 | 2.20066 | 2.19241 | ||
49 | 2024.12.12 03:25 | modify | 13 | 0.10 | 2.19900 | 2.20066 | 2.19241 | ||
50 | 2024.12.13 07:20 | t/p | 11 | 0.10 | 2.19241 | 2.20066 | 2.19241 | 86.16 | 1360.25 |
51 | 2024.12.13 07:20 | t/p | 12 | 0.10 | 2.19241 | 2.20066 | 2.19241 | 46.78 | 1407.03 |
52 | 2024.12.13 07:20 | t/p | 13 | 0.10 | 2.19241 | 2.20066 | 2.19241 | 38.33 | 1445.36 |
53 | 2024.12.13 07:20 | t/p | 14 | 0.10 | 2.19241 | 2.20066 | 2.19241 | 38.33 | 1483.69 |
54 | 2024.12.19 00:00 | sell | 15 | 0.10 | 2.23716 | 0.00000 | 0.00000 | ||
55 | 2024.12.19 00:00 | modify | 15 | 0.10 | 2.23716 | 2.25216 | 2.22216 | ||
56 | 2024.12.19 15:30 | t/p | 15 | 0.10 | 2.22216 | 2.25216 | 2.22216 | 88.68 | 1572.37 |
57 | 2025.04.02 08:00 | buy | 16 | 0.10 | 2.25129 | 0.00000 | 0.00000 | ||
58 | 2025.04.02 08:00 | modify | 16 | 0.10 | 2.25129 | 2.23629 | 2.26629 | ||
59 | 2025.04.02 20:30 | t/p | 16 | 0.10 | 2.26629 | 2.23629 | 2.26629 | 88.62 | 1660.99 |
60 | 2025.04.08 08:00 | buy | 17 | 0.10 | 2.27868 | 0.00000 | 0.00000 | ||
61 | 2025.04.08 08:00 | modify | 17 | 0.10 | 2.27868 | 2.26368 | 2.29368 | ||
62 | 2025.04.08 14:55 | buy | 18 | 0.10 | 2.28555 | 0.00000 | 0.00000 | ||
63 | 2025.04.08 14:55 | modify | 18 | 0.10 | 2.28555 | 2.28243 | 2.29368 | ||
64 | 2025.04.08 14:55 | modify | 17 | 0.10 | 2.27868 | 2.28243 | 2.29368 | ||
65 | 2025.04.08 15:20 | buy | 19 | 0.10 | 2.28714 | 0.00000 | 0.00000 | ||
66 | 2025.04.08 15:20 | modify | 19 | 0.10 | 2.28714 | 2.28393 | 2.29368 | ||
67 | 2025.04.08 15:20 | buy | 20 | 0.10 | 2.28714 | 0.00000 | 0.00000 | ||
68 | 2025.04.08 15:20 | modify | 20 | 0.10 | 2.28714 | 2.28543 | 2.29368 | ||
69 | 2025.04.08 15:20 | modify | 18 | 0.10 | 2.28555 | 2.28543 | 2.29368 | ||
70 | 2025.04.08 15:20 | modify | 17 | 0.10 | 2.27868 | 2.28543 | 2.29368 | ||
71 | 2025.04.08 15:25 | modify | 19 | 0.10 | 2.28714 | 2.28543 | 2.29368 | ||
72 | 2025.04.08 16:30 | t/p | 17 | 0.10 | 2.29368 | 2.28543 | 2.29368 | 88.62 | 1749.61 |
73 | 2025.04.08 16:30 | t/p | 18 | 0.10 | 2.29368 | 2.28543 | 2.29368 | 48.03 | 1797.64 |
74 | 2025.04.08 16:30 | t/p | 19 | 0.10 | 2.29368 | 2.28543 | 2.29368 | 38.64 | 1836.28 |
75 | 2025.04.08 16:30 | t/p | 20 | 0.10 | 2.29368 | 2.28543 | 2.29368 | 38.64 | 1874.92 |